Advances in digital technologies and data analytics have created unparalleled opportunities to assess and modify health behavior and thus accelerate the ability of science to understand and contribute to improved health behavior and health outcomes. Digital health data capture the richness and granularity of individuals' behavior, the confluence of factors that impact behavior in the moment, and the within-individual evolution of behavior over time. These data may contribute to discovery science by revealing digital markers of health/risk behavior as well as translational science by informing personalized and timely models of intervention delivery. And they may help inform diagnostic classification of clinically problematic behavior and the clinical trajectories of diagnosable disorders over time. This manuscript provides a review of the state of the science of digital health data-driven approaches to understanding human behavior. It reviews methods of digital health assessment and sources of digital health data. It provides a synthesis of the scientific literature evaluating how digitally derived empirical data can inform our understanding of health behavior, with a particular focus on understanding the assessment, diagnosis and clinical trajectories of psychiatric disorders. And, it concludes with a discussion of future directions and timely opportunities in this line of research and its clinical application.